RBI Call/FACC 23-24/ AT0000A33LK2 /
| 2024-08-29 9:15:00 AM | Chg.-0.001 | Bid12:25:29 PM | Ask12:25:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.026EUR | -3.70% | 0.033 Bid Size: 10,000 |
0.063 Ask Size: 10,000 |
FACC AG INH.AKT. | 7.00 - | 2024-09-20 | Call |
Master data
| WKN: | RC0848 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | FACC AG INH.AKT. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-04-05 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.03 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.34 |
| Parity: | 0.03 |
| Time value: | 0.03 |
| Break-even: | 7.60 |
| Moneyness: | 1.04 |
| Premium: | 0.04 |
| Premium p.a.: | 0.97 |
| Spread abs.: | 0.03 |
| Spread %: | 100.00% |
| Delta: | 0.65 |
| Theta: | -0.01 |
| Omega: | 7.91 |
| Rho: | 0.00 |
Quote data
| Open: | 0.026 |
|---|---|
| High: | 0.026 |
| Low: | 0.026 |
| Previous Close: | 0.027 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -31.58% | ||
|---|---|---|---|
| 1 Month | -25.71% | ||
| 3 Months | -50.94% | ||
| YTD | -3.70% | ||
| 1 Year | -63.38% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.027 | 0.026 |
|---|---|---|
| 1M High / 1M Low: | 0.080 | 0.001 |
| 6M High / 6M Low: | 0.136 | 0.001 |
| High (YTD): | 2024-06-12 | 0.136 |
| Low (YTD): | 2024-08-05 | 0.001 |
| 52W High: | 2024-06-12 | 0.136 |
| 52W Low: | 2024-08-05 | 0.001 |
| Avg. price 1W: | 0.027 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.030 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.055 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.046 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 5,216.70% | |
| Volatility 6M: | 2,110.93% | |
| Volatility 1Y: | 1,497.82% | |
| Volatility 3Y: | - |
